-30.7%
FSLY vs TCOM
+14.9%
-45.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +4.9% | -1.8% | +6.6% | +5.5% |
| 30D | -33.5% | +12.1% | -45.6% | -36.6% |
| 3M | -44.6% | -3.2% | -41.4% | -44.7% |
| 6M | -9.2% | -16.6% | +7.4% | -4.9% |
| YTD | +63.3% | -39.4% | +102.7% | +89.8% |
| 1Y | +45.3% | -41.5% | +86.8% | +71.2% |
| 3Y | +3.7% | +24.4% | -20.6% | -15.7% |
| 5Y | -67.2% | +41.6% | -108.7% | -76.7% |
| All | -30.7% | +14.9% | -45.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling